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update to several methods and EAs

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This commit is contained in:
Matt Corcoran
2025-07-09 16:40:44 +02:00
parent e9fc8ada0d
commit 7de4cf3cb6
5 changed files with 309 additions and 76 deletions
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indicators/AtrBands.mqh
+108 -65
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@@ -1,96 +1,139 @@
// File: MyLibs/Utils/AtrBands.mqh
#include <MyLibs/Utils/MarketDataUtils.mqh>
class AtrBands {
protected:
string symbol;
int atr_period;
ENUM_TIMEFRAMES timeframe;
string prefix;
color upper_color;
color lower_color;
color mid_color;
int line_width;
bool plot_bands;
int atr_handle;
private:
MarketDataUtils market_data_utils;
public:
AtrBands(string _symbol, int _atr_period = 14, ENUM_TIMEFRAMES _timeframe = PERIOD_CURRENT,
color _upper = clrDodgerBlue, color _lower = clrDodgerBlue, color _mid = clrDodgerBlue,
int _width = 1, bool plot = true);
// Core band accessors
double upper_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1,
color clr = clrDodgerBlue, int width = 1, bool plot = true);
double upper_band(double baseline, int shift = 1, double mult = 1.0);
double lower_band(double baseline, int shift = 1, double mult = 1.0);
double middle_band(double baseline, int shift = 1);
double lower_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1,
color clr = clrDodgerBlue, int width = 1, bool plot = true);
double middle_band(string symbol, double trendline_var, ENUM_TIMEFRAMES tf, int shift = 1, color clr = clrDodgerBlue, int width = 1,
bool plot = true);
// Band checkers
bool inside_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1, bool plot = true);
bool inside_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1, bool plot = true);
bool crossed_below_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1,
bool plot = true);
bool crossed_above_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult = 1.0, int shift = 1,
bool plot = true);
protected:
double get_atr(int shift);
void draw_line(string name, int shift, double price, color clr);
double get_atr(string symbol, int atr_period, ENUM_TIMEFRAMES tf, int shift);
void draw_line(string name, double price, color clr, int width);
};
// Constructor
AtrBands::AtrBands(string _symbol, int _atr_period, ENUM_TIMEFRAMES _timeframe,
color _upper, color _lower, color _mid, int _width, bool plot) {
symbol = _symbol;
atr_period = _atr_period;
timeframe = _timeframe;
prefix = "ATRBand";
upper_color = _upper;
lower_color = _lower;
mid_color = _mid;
line_width = _width;
plot_bands = plot;
// -------------------
// Public Methods
// -------------------
atr_handle = iATR(symbol, timeframe, atr_period);
if (atr_handle == INVALID_HANDLE) {
Print("Failed to create ATR handle for symbol: ", symbol);
}
}
// Public methods
double AtrBands::upper_band(double baseline, int shift, double mult) {
double atr = get_atr(shift);
double upper = baseline + atr * mult;
if (plot_bands) draw_line(prefix + "_Upper_" + symbol, shift, upper, upper_color);
double AtrBands::upper_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, color clr, int width, bool plot) {
double atr = get_atr(symbol, atr_period, tf, shift);
double upper = trendline_var + atr * mult;
if (plot && shift == 1) draw_line("ATRBand_Upper_" + symbol, upper, clr, width); // persistent line
return upper;
}
double AtrBands::lower_band(double baseline, int shift, double mult) {
double atr = get_atr(shift);
double lower = baseline - atr * mult;
if (plot_bands) draw_line(prefix + "_Lower_" + symbol, shift, lower, lower_color);
double AtrBands::lower_band(string symbol, double trendline_var, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, color clr, int width, bool plot) {
double atr = get_atr(symbol, atr_period, tf, shift);
double lower = trendline_var - atr * mult;
if (plot && shift == 1) draw_line("ATRBand_Lower_" + symbol, lower, clr, width); // persistent line
return lower;
}
double AtrBands::middle_band(double baseline, int shift) {
if (plot_bands) draw_line(prefix + "_Mid_" + symbol, shift, baseline, mid_color);
return baseline;
double AtrBands::middle_band(string symbol, double trendline_var, ENUM_TIMEFRAMES tf, int shift, color clr, int width, bool plot) {
if (plot && shift == 1) draw_line("ATRBand_Mid_" + symbol, trendline_var, clr, width); // persistent line
return trendline_var;
}
// Internal: Get ATR value from buffer
double AtrBands::get_atr(int shift) {
if (atr_handle == INVALID_HANDLE) return 0;
bool AtrBands::inside_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, bool plot) {
double price = iClose(symbol, tf, shift);
double trendline_var = market_data_utils.get_buffer_value(handle, shift);
double upper = upper_band(symbol, trendline_var, atr_period, tf, mult, shift, clrDodgerBlue, 1, plot);
if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || upper == EMPTY_VALUE) return false;
return (price > trendline_var && price < upper);
}
bool AtrBands::inside_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, bool plot) {
double price = iClose(symbol, tf, shift);
double trendline_var = market_data_utils.get_buffer_value(handle, shift);
double lower = lower_band(symbol, trendline_var, atr_period, tf, mult, shift, clrDodgerBlue, 1, plot);
if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || lower == EMPTY_VALUE) return false;
return (price < trendline_var && price > lower);
}
// pull-back inside upper atr band:
bool AtrBands::crossed_below_upper_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, bool plot) {
//--- checked bar
double price = iClose(symbol, tf, shift);
double trendline_var = market_data_utils.get_buffer_value(handle, shift);
double atr_upper_band = upper_band(symbol, trendline_var, atr_period, tf, mult, shift, clrDodgerBlue, 1, plot);
//--- previous bar
double prev_price = iClose(symbol, tf, shift + 1);
double prev_trendline_var = market_data_utils.get_buffer_value(handle, shift + 1);
double prev_atr_upper_band = upper_band(symbol, prev_trendline_var, atr_period, tf, mult, shift + 1, clrDodgerBlue, 1, plot);
if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || atr_upper_band == EMPTY_VALUE || prev_price == EMPTY_VALUE
|| prev_trendline_var == EMPTY_VALUE || prev_atr_upper_band == EMPTY_VALUE) return false;
return (prev_price > prev_atr_upper_band && price < atr_upper_band);
}
// pull-back inside lower atr band:
bool AtrBands::crossed_above_lower_band(string symbol, int handle, int atr_period, ENUM_TIMEFRAMES tf, double mult, int shift, bool plot) {
//--- checked bar
double price = iClose(symbol, tf, shift);
double trendline_var = market_data_utils.get_buffer_value(handle, shift);
double atr_lower_band = lower_band(symbol, trendline_var, atr_period, tf, mult, shift, clrDodgerBlue, 1, plot);
//--- previous bar
double prev_price = iClose(symbol, tf, shift + 1);
double prev_trendline_var = market_data_utils.get_buffer_value(handle, shift + 1);
double prev_atr_lower_band = lower_band(symbol, prev_trendline_var, atr_period, tf, mult, shift + 1, clrDodgerBlue, 1, plot);
if (price == EMPTY_VALUE || trendline_var == EMPTY_VALUE || atr_lower_band == EMPTY_VALUE || prev_price == EMPTY_VALUE
|| prev_trendline_var == EMPTY_VALUE || prev_atr_lower_band == EMPTY_VALUE) return false;
return (prev_price < prev_atr_lower_band && price > atr_lower_band);
}
// -------------------
// Internal Helpers
// -------------------
double AtrBands::get_atr(string symbol, int atr_period, ENUM_TIMEFRAMES tf, int shift) {
int handle = iATR(symbol, tf, atr_period);
if (handle == INVALID_HANDLE) {
Print("Failed to create ATR handle for ", symbol);
return 0.0;
}
double buf[];
ArraySetAsSeries(buf, true);
if (CopyBuffer(atr_handle, 0, shift, 1, buf) == 1 && buf[0] != EMPTY_VALUE)
return buf[0];
if (CopyBuffer(handle, 0, shift, 1, buf) == 1 && buf[0] != EMPTY_VALUE) return buf[0];
return 0;
return 0.0;
}
// Internal: Draw line for a given price at a bar
void AtrBands::draw_line(string name, int shift, double price, color clr) {
datetime time0 = iTime(symbol, timeframe, shift);
datetime time1 = time0 + PeriodSeconds(timeframe);
void AtrBands::draw_line(string name, double price, color clr, int width) {
if (ObjectFind(0, name) < 0) {
ObjectCreate(0, name, OBJ_TREND, 0, time0, price, time1, price);
ObjectCreate(0, name, OBJ_HLINE, 0, 0, price);
} else {
ObjectMove(0, name, 0, time0, price);
ObjectMove(0, name, 1, time1, price);
ObjectSetDouble(0, name, OBJPROP_PRICE, price);
}
ObjectSetInteger(0, name, OBJPROP_COLOR, clr);
ObjectSetInteger(0, name, OBJPROP_WIDTH, line_width);
ObjectSetInteger(0, name, OBJPROP_WIDTH, width);
ObjectSetInteger(0, name, OBJPROP_STYLE, STYLE_DASH);
ObjectSetInteger(0, name, OBJPROP_BACK, true);
}
indicators/TrendlineAnalyser.mqh
+59
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@@ -0,0 +1,59 @@
#include <MyLibs/Utils/MarketDataUtils.mqh>
//+------------------------------------------------------------------+
//| TrendlineSignal: A utility class to detect trendline crossovers |
//+------------------------------------------------------------------+
class TrendlineAnalyser {
private:
MarketDataUtils market_data_utils;
public:
// Main method: detects whether price has crossed the trendline up (long) or down (short)
// Parameters:
// - symbol: the symbol we're evaluating (e.g., "EURUSD")
// - handle: the indicator handle for the trendline (e.g., iMA handle)
// - cross_long: output bool set to true if a bullish cross is detected
// - cross_short: output bool set to true if a bearish cross is detected
void detect_cross(string symbol, int handle, bool& cross_long, bool& cross_short) {
cross_long = false;
cross_short = false;
// --- Retrieve prices and trendline values from last 2 closed bars
double price = iClose(symbol, PERIOD_CURRENT, 1); // most recent closed bar
double prev_price = iClose(symbol, PERIOD_CURRENT, 2); // bar before that
double trendline = market_data_utils.get_buffer_value(handle, 1); // trendline now
double prev_trendline = market_data_utils.get_buffer_value(handle, 2); // trendline before
// --- Exit early if any of the data is missing or invalid
if (price == EMPTY_VALUE || prev_price == EMPTY_VALUE || trendline == EMPTY_VALUE || prev_trendline == EMPTY_VALUE) {
return;
}
// --- Detect bullish crossover (price moves from below to above the trendline)
cross_long = (prev_price < prev_trendline && price > trendline);
// --- Detect bearish crossover (price moves from above to below the trendline)
cross_short = (prev_price > prev_trendline && price < trendline);
}
// METHOD: determines if price is currently trending above or below the trendline
// Parameters:
// - symbol: trading symbol (e.g., "EURUSD")
// - handle: trendline indicator handle
// - is_direction_long: output bool, true if price is above trendline
// - is_direction_short: output bool, true if price is below trendline
// - shift: which candle to check (default: 1 = last closed bar)
void trend_direction(string symbol, int handle, bool& direction_long, bool& direction_short, int shift = 1) {
direction_long = false;
direction_short = false;
double price = iClose(symbol, PERIOD_CURRENT, shift);
double trendline = market_data_utils.get_buffer_value(handle, shift);
if (price == EMPTY_VALUE || trendline == EMPTY_VALUE) {
return;
}
direction_long = (price > trendline);
direction_short = (price < trendline);
}
};